Pages that link to "Item:Q957513"
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The following pages link to On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes (Q957513):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- On the optimal dividend problem for insurance risk models with surplus-dependent premiums (Q274118) (← links)
- On the limit distributions of continuous-state branching processes with immigration (Q429288) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Markov chain approximations to scale functions of Lévy processes (Q492961) (← links)
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models (Q506083) (← links)
- On optimality of the barrier strategy for the classical risk model with interest (Q628629) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- An optimal dividends problem with transaction costs for spectrally negative Lévy processes (Q659091) (← links)
- A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Smoothness of scale functions for spectrally negative Lévy processes (Q718902) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Optimality of hybrid continuous and periodic barrier strategies in the dual model (Q781548) (← links)
- Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs (Q784453) (← links)
- Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest (Q822631) (← links)
- Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes (Q825305) (← links)
- Convexity and smoothness of scale functions and de Finetti's control problem (Q975331) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- On the optimal dividend problem in the dual model with surplus-dependent premiums (Q1626507) (← links)
- On optimal periodic dividend strategies for Lévy risk processes (Q1641138) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Complete discounted cash flow valuation (Q1681180) (← links)
- On the refracted-reflected spectrally negative Lévy processes (Q1683820) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- Optimal risk control and dividend distribution policies for a diffusion model with terminal value (Q1931091) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
- Dividend optimization for jump-diffusion model with solvency constraints (Q1984693) (← links)
- Optimal dividend strategies with time-inconsistent preferences (Q1994625) (← links)
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes (Q2015644) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes (Q2076351) (← links)
- On a doubly reflected risk process with running maximum dependent reflecting barriers (Q2104057) (← links)
- Optimal dividend strategy under Parisian ruin with affine penalty (Q2157383) (← links)
- Dividend and capital injection optimization with transaction cost for Lévy risk processes (Q2159454) (← links)
- On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate (Q2198915) (← links)
- A drawdown reflected spectrally negative Lévy process (Q2224959) (← links)
- On the optimality of joint periodic and extraordinary dividend strategies (Q2242408) (← links)
- Optimal dividend of compound Poisson process under a stochastic interest rate (Q2244203) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process (Q2247926) (← links)
- Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259) (← links)
